radon nikodym derivative

  1. Sandor Kelemen
    Thread

    Conditional expectation formula - Ch 10

    Hi everyone, How it is possible to derive the formula (page 32 of the CMP) E_Q (Y|F_s) = (1/Z_s) E_P (YZ_t | F_s) Y - F_t measurable r.v. Q -...
    Thread by: Sandor Kelemen, Mar 10, 2019, 0 replies, in forum: CM2
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